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Full text of "Treatise On Analysis Vol-Ii"

15*      XHI    INTEGRATION
all x e E, we have

f           \      f

> f* dAi(x)/ =

J             /       J

If in particular E is a Hilbert space, then since there is a semilinear iso-
trv ZH~/(X) of E onto its dual E' (12.15), we can define the notion of a
scalarly integrable mapping x\-+f(x) of X into E: this means that, for each
z e E the complex-valued function x\-+ (f(x) |z) is integrable. If the function
JCH-HI f (jc)|| is integrable, then by (13.10.4) there exists a unique element of E,
denoted by f f(X) ^(x) and called the integral (or weak integral) of f, with
the property that

/f                  \      f

(U.iU.OJ                                1   I    V.   y    A*V.            /

*/                                      '            V

for all z e E.

PROBLEMS

1.   If a mapping JCH-*f of X into R'is scalarly ft-integrable, then the element

of R1 is called the integral of the mapping and is denoted by I ix dp(x). If, for all x e X,

fx belongs to a weakly closed convex set A in R1 and if X is integrable and p,(X) = 1,
then the integral \txdp,(x) also belongs to A. (Use Problem 13 of Section 12.15.)

2. Let E be a separable real Frechet space and E' its dual (12.15). It follows from the
Hafm-Banach theorem (Section 12.15, Problem 4) that the linear mapping CE which
maps each z e E to the linear form z' H-> <z, z') on Ex, is an infective mapping of E into
R1' and is continuous with respect to the product topology on RE/. If K is any compact
subset of E, the restriction CE | K is a homeomorphism of K onto the subspace cE(K)
of RE' (1Z3.6).

(a)   Suppose that K is a compact convex subset of E. A mapping f of X into K is said
to be scalarly ^"integrable if, for each z' e E'} the real-valued function *h- <f(*), zx> is
/i-integrable. Using the remarks above and Problem 1, show that there then exists

a unique vector z e K such that <z, z'> = J<f(x), z'> dp&) for all z' e E'. This vector
z is denoted by Jf dp, or f f(x) dpfr), and is called the integral of f.

In particular, if X = K and f is the identity mapping 1K, for any positive measure
fi on K with total mass equal to 1, the element b^ = f z dp, of K is called the bary center
of ft.

(b)   Let H be a compact subset of E. Show that the closed convex hull K of H iscoarsest of the partitions which are finer